I just watched a video on Aaron Rutten's YouTube channel on how to change the pen nibs on a Wacom Stylus. Well I did everything he said but what happens is the pen nib on my pen keeps on falling out! Is there any solution to this?

What tablet/stylus model do you have ? Usually tablets come with several type of nibs: standard nibs, felt nins, stroke nibs etc. Do all type of nibs fall out ? Could be that the nibs are too thin, or they do not stick. Then you would either need to get the pen or the nibs replaced.